Solutions_Ramon_Schildknecht_RTP Excercise Sheet - Series 1

library(tseries)
library(tidyverse)

Series 1

Exercice 1.1 - backward differencing

set.seed(22)
# Apply backward differencing on a timeseries created by the following model:
# create timeseries object
t <- seq(1, 100, length = 100)
data <- 2 * t + 0.5 + runif(100, -5, 5)
ts <- ts(data)
# backward differencing
ts_diff <- diff(ts)
# compare lengths of arrays with
print("length difference:")

[1] "length difference:"

(length_diff <- length(ts) - length(ts_diff))

[1] 1

# adf.test(ts) # be careful!
plot(ts)

plot(ts_diff)

Exercice 1.2 - remove linear trend

# create reusable function
generate_and_plot_ts <- function(model) {
  set.seed(22)
  t <- seq(1, 100, length = 100)
  data <- model
  ts <- ts(data)
  
  # backward differencing
  ts_diff <- diff(ts)
  plot(ts)
  plot(ts_diff)
}

generate_and_plot_ts(0.5*t + 1 + runif(100, -1, 1))

Exercice 1.3

(p2 <- plot_ly(x = ~d_diff_index, y = ~d_diff, mode = 'lines'))

No trace type specified:
  Based on info supplied, a 'scatter' trace seems appropriate.
  Read more about this trace type -> https://plot.ly/r/reference/#scatter
No trace type specified:
  Based on info supplied, a 'scatter' trace seems appropriate.
  Read more about this trace type -> https://plot.ly/r/reference/#scatter

Exercice 1.4

# hier weiter

Exercice 1.5

Exercice 1.6

Exercice 1.7

Exercice 1.8